Stopper vs. Singular controller games with degenerate diffusions

Bovo, A., De Angelis, T. and Palczewski, J. orcid.org/0000-0003-0235-8746 (2024) Stopper vs. Singular controller games with degenerate diffusions. Applied Mathematics and Optimization, 91 (3). ISSN 0095-4616

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Item Type: Article
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© The Author(s) 2024. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.

Keywords: Zero-sum stochastic games, Singular control, Optimal stopping, Degenerate diffusions, Controlled diffusions, Variational inequalities, Obstacle problems, Gradient constraint
Dates:
  • Published: 5 December 2024
  • Published (online): 5 December 2024
  • Accepted: 9 November 2024
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 25 Nov 2024 15:38
Last Modified: 17 Dec 2024 09:31
Published Version: https://link.springer.com/article/10.1007/s00245-0...
Status: Published
Publisher: Springer Nature
Identification Number: 10.1007/s00245-024-10199-2
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